locfit: lscv.exact – R documentation

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lscv.exact

Exact LSCV Calculation

Description

This function performs the exact computation of the least squares cross validation statistic for one-dimensional kernel density estimation and a constant bandwidth.

At the time of writing, it is implemented only for the Gaussian kernel (with the standard deviation of 0.4; Locfit's standard).

Usage

lscv.exact(x, h=0)

Arguments

`x`	Numeric data vector.
`h`	The bandwidth. If `x` is constructed with `lp()`, the bandwidth should be given there instead.

Value

A vector of the LSCV statistic and the fitted degrees of freedom.

Examples

data(geyser, package="locfit")
lscv.exact(lp(geyser,h=0.25))
# equivalent form using lscv
lscv(lp(geyser, h=0.25), exact=TRUE)

locfit

Local Regression, Likelihood and Density Estimation

v1.5-9.4

GPL (>= 2)

Authors

Catherine Loader [aut], Jiayang Sun [ctb], Lucent Technologies [cph], Andy Liaw [cre]

Initial release

2020-03-24